Rare event simulation for electronic circuit design

TL;DR

This paper introduces an importance sampling algorithm for efficiently simulating rare events in electronic circuit design, enabling accurate estimation of extremely low default probabilities and related risk measures.

Contribution

The paper presents a novel importance sampling method tailored for rare event simulation in electronic circuits, improving computational efficiency and accuracy.

Findings

Successfully estimated probabilities as low as 10^-10

Accurately computed default probabilities, quantiles, and expected shortfalls

Demonstrated method's effectiveness on real circuit examples

Abstract

In this work, we propose an algorithm to simulate rare events for electronic circuit design. Our approach heavily relies on a smart use of importance sampling, which enables us to tackle probabilities of the magnitude 10 --10. Not only can we compute very rare default probability, but we can also compute the quantile associated to a given default probability and its expected shortfall. We show the impressive efficiency of method on real circuits.